AbstractIn this paper we will examine the derivative of intersection local time of Brownian motion and symmetric stable processes in R2. These processes do not exist when defined in the canonical way. The purpose of this paper is to exhibit the correct rate for renormalization of these processes
AbstractLet (X(t),Y(t)) be a symmetric α-stable Lévy process on R2 with 1<α≤2 and LY(t) be the local...
The whole of our work is primarily devoted to the study of the primitive of Brownian motion; more pa...
AbstractWe consider the α-stable Ornstein–Uhlenbeck process as a solution of the Langevin equation w...
We study the chaos decomposition of self-intersection local times and their regularization, with a p...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
AbstractWe study the object formally defined as (0.1)γ([0,t]2)=∬[0,t]2|Xs−Xr|−σdrds−E∬[0,t]2|Xs−Xr|−...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractThrough a regularization procedure, a few schemes for approximation of the local time of a l...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the cen...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
AbstractLet τD(Z) be the first exit time of iterated Brownian motion from a domain D⊂Rn started at z...
We discuss the weak compactness problem related to the selfintersection local time of Brownian motio...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
AbstractLet (X(t),Y(t)) be a symmetric α-stable Lévy process on R2 with 1<α≤2 and LY(t) be the local...
The whole of our work is primarily devoted to the study of the primitive of Brownian motion; more pa...
AbstractWe consider the α-stable Ornstein–Uhlenbeck process as a solution of the Langevin equation w...
We study the chaos decomposition of self-intersection local times and their regularization, with a p...
We determine the rate of decay of the expectation Z(t) of some multiplicative functional related to ...
AbstractWe study the object formally defined as (0.1)γ([0,t]2)=∬[0,t]2|Xs−Xr|−σdrds−E∬[0,t]2|Xs−Xr|−...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
AbstractThrough a regularization procedure, a few schemes for approximation of the local time of a l...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the cen...
AbstractWe show how to renormalize the intersection local time of fractional Brownian motion of inde...
AbstractLet τD(Z) be the first exit time of iterated Brownian motion from a domain D⊂Rn started at z...
We discuss the weak compactness problem related to the selfintersection local time of Brownian motio...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
AbstractLet (X(t),Y(t)) be a symmetric α-stable Lévy process on R2 with 1<α≤2 and LY(t) be the local...
The whole of our work is primarily devoted to the study of the primitive of Brownian motion; more pa...
AbstractWe consider the α-stable Ornstein–Uhlenbeck process as a solution of the Langevin equation w...
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